Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.693 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51709.31 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48510.25 Kr¶

PnL: ---------------------------------------> -577.32 Kr¶

DD now: ---------------------------------> -0.453 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:25:34.388131'

Anic Portfolio¶

Today¶

Return: 0.136 %¶

This Week¶

Return: 8.799 %¶

Total¶

Return: 69.283 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 4.010000 809.600000 136.600000 20.300000 673.000000
Nordea Bank Abp 29 1.250000 3575.700000 121.700000 3.520000 3453.999992
Fasadgruppen Group 38 1.640000 4233.200000 92.200000 2.230000 4140.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.940000 3448.800000 71.800000 2.130000 3377.000000
Swedbank A 3 3.240000 620.700000 56.700000 10.050000 564.000000
Resurs Holding 22 1.480000 620.400000 46.400000 8.080000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.240000 392.200000 37.200000 10.480000 355.000000
AcadeMedia 12 -0.160000 590.400000 33.400000 6.000000 557.000004
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
OEM International B 7 1.290000 549.500000 21.500000 4.070000 527.999997
Sampo Oyj SDB 7 1.100000 3864.000000 14.000000 0.360000 3850.000000
Securitas B 6 1.830000 582.480000 12.480000 2.190000 570.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Corem Property Group B 59 2.770000 579.380000 2.380000 0.410000 576.999999
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.640000 547.750000 1.750000 0.320000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.960000 0.960000 0.390000 246.000000
Boozt 12 1.470000 1654.800000 0.800000 0.050000 1653.999996
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 -0.800000 558.000000 -36.570000 -6.150000 594.565215
Essity B 2 -2.270000 533.000000 -41.000000 -7.140000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Axfood 15 -4.310000 3859.500000 -440.500000 -10.240000 4300.000005
Ovzon 64 -2.450000 3315.200000 -680.800000 -17.040000 3996.000000
TOTAL 48510.250000 -577.320000 -0.45254% 49087.564636

Updated:¶

'2023-02-01 16:25:47.573123'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶